Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,395.00 |
1,400.25 |
5.25 |
0.4% |
1,417.25 |
High |
1,402.00 |
1,415.50 |
13.50 |
1.0% |
1,422.75 |
Low |
1,390.25 |
1,400.25 |
10.00 |
0.7% |
1,411.25 |
Close |
1,400.50 |
1,414.00 |
13.50 |
1.0% |
1,415.00 |
Range |
11.75 |
15.25 |
3.50 |
29.8% |
11.50 |
ATR |
10.06 |
10.43 |
0.37 |
3.7% |
0.00 |
Volume |
20,728 |
16,454 |
-4,274 |
-20.6% |
27,123 |
|
Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.75 |
1,450.00 |
1,422.50 |
|
R3 |
1,440.50 |
1,434.75 |
1,418.25 |
|
R2 |
1,425.25 |
1,425.25 |
1,416.75 |
|
R1 |
1,419.50 |
1,419.50 |
1,415.50 |
1,422.50 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,411.25 |
S1 |
1,404.25 |
1,404.25 |
1,412.50 |
1,407.00 |
S2 |
1,394.75 |
1,394.75 |
1,411.25 |
|
S3 |
1,379.50 |
1,389.00 |
1,409.75 |
|
S4 |
1,364.25 |
1,373.75 |
1,405.50 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.75 |
1,444.50 |
1,421.25 |
|
R3 |
1,439.25 |
1,433.00 |
1,418.25 |
|
R2 |
1,427.75 |
1,427.75 |
1,417.00 |
|
R1 |
1,421.50 |
1,421.50 |
1,416.00 |
1,419.00 |
PP |
1,416.25 |
1,416.25 |
1,416.25 |
1,415.00 |
S1 |
1,410.00 |
1,410.00 |
1,414.00 |
1,407.50 |
S2 |
1,404.75 |
1,404.75 |
1,413.00 |
|
S3 |
1,393.25 |
1,398.50 |
1,411.75 |
|
S4 |
1,381.75 |
1,387.00 |
1,408.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,420.50 |
1,390.25 |
30.25 |
2.1% |
11.50 |
0.8% |
79% |
False |
False |
10,563 |
10 |
1,422.75 |
1,390.25 |
32.50 |
2.3% |
9.00 |
0.6% |
73% |
False |
False |
7,525 |
20 |
1,422.75 |
1,377.50 |
45.25 |
3.2% |
10.25 |
0.7% |
81% |
False |
False |
5,035 |
40 |
1,422.75 |
1,362.75 |
60.00 |
4.2% |
10.25 |
0.7% |
85% |
False |
False |
3,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.25 |
2.618 |
1,455.50 |
1.618 |
1,440.25 |
1.000 |
1,430.75 |
0.618 |
1,425.00 |
HIGH |
1,415.50 |
0.618 |
1,409.75 |
0.500 |
1,408.00 |
0.382 |
1,406.00 |
LOW |
1,400.25 |
0.618 |
1,390.75 |
1.000 |
1,385.00 |
1.618 |
1,375.50 |
2.618 |
1,360.25 |
4.250 |
1,335.50 |
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